+7,285.0%
STRL vs VNQ
+64.0%
+7,220.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.8% |
| 7D | +5.0% | -1.3% | +6.3% | +6.2% |
| 30D | -6.9% | -2.6% | -4.3% | -5.0% |
| 3M | -39.1% | -2.0% | -37.0% | -38.7% |
| 6M | +21.5% | +4.3% | +17.2% | +16.1% |
| YTD | +66.9% | +9.2% | +57.7% | +53.4% |
| 1Y | +61.6% | +5.6% | +56.0% | +52.7% |
| 3Y | +560.0% | +30.8% | +529.2% | +419.0% |
| 5Y | +2,238.9% | +8.0% | +2,230.9% | +2,036.7% |
| All | +7,285.0% | +64.0% | +7,220.9% | +5,052.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling